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NEEGX vs. NESIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEEGX vs. NESIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Needham Growth Fund (NEEGX) and Needham Small Cap Growth Fund Institutional (NESIX). The values are adjusted to include any dividend payments, if applicable.

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NEEGX vs. NESIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEEGX
Needham Growth Fund
10.46%8.76%14.45%26.85%-33.57%27.63%41.73%42.33%-10.56%7.91%
NESIX
Needham Small Cap Growth Fund Institutional
9.63%11.16%13.47%5.85%-29.71%11.36%73.06%55.28%-4.87%12.63%

Returns By Period

In the year-to-date period, NEEGX achieves a 10.46% return, which is significantly higher than NESIX's 9.63% return.


NEEGX

1D
-3.44%
1M
-10.09%
YTD
10.46%
6M
15.76%
1Y
43.28%
3Y*
16.99%
5Y*
6.62%
10Y*
12.22%

NESIX

1D
-4.46%
1M
-7.08%
YTD
9.63%
6M
12.40%
1Y
48.73%
3Y*
11.47%
5Y*
1.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NEEGX vs. NESIX - Expense Ratio Comparison

NEEGX has a 1.78% expense ratio, which is higher than NESIX's 1.18% expense ratio.


Return for Risk

NEEGX vs. NESIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NEEGX
NEEGX Risk / Return Rank: 7979
Overall Rank
NEEGX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
NEEGX Sortino Ratio Rank: 7777
Sortino Ratio Rank
NEEGX Omega Ratio Rank: 6969
Omega Ratio Rank
NEEGX Calmar Ratio Rank: 9191
Calmar Ratio Rank
NEEGX Martin Ratio Rank: 8484
Martin Ratio Rank

NESIX
NESIX Risk / Return Rank: 7878
Overall Rank
NESIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
NESIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
NESIX Omega Ratio Rank: 6767
Omega Ratio Rank
NESIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
NESIX Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NEEGX vs. NESIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Needham Growth Fund (NEEGX) and Needham Small Cap Growth Fund Institutional (NESIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


NEEGXNESIXDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.34

0.00

Sortino ratio

Return per unit of downside risk

1.91

1.91

0.00

Omega ratio

Gain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratio

Return relative to maximum drawdown

2.57

2.44

+0.13

Martin ratio

Return relative to average drawdown

8.49

8.21

+0.28

NEEGX vs. NESIX - Sharpe Ratio Comparison

The current NEEGX Sharpe Ratio is 1.34, which is comparable to the NESIX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of NEEGX and NESIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NEEGXNESIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.34

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.04

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.53

+0.01

Correlation

The correlation between NEEGX and NESIX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NEEGX vs. NESIX - Dividend Comparison

NEEGX's dividend yield for the trailing twelve months is around 6.85%, while NESIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
NEEGX
Needham Growth Fund
6.85%7.57%3.92%0.00%1.78%6.92%5.73%11.31%17.79%9.70%4.22%6.74%
NESIX
Needham Small Cap Growth Fund Institutional
0.00%0.00%0.00%0.00%3.93%23.92%13.26%8.25%21.96%8.89%0.00%0.00%

Drawdowns

NEEGX vs. NESIX - Drawdown Comparison

The maximum NEEGX drawdown since its inception was -53.60%, which is greater than NESIX's maximum drawdown of -49.61%. Use the drawdown chart below to compare losses from any high point for NEEGX and NESIX.


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Drawdown Indicators


NEEGXNESIXDifference

Max Drawdown

Largest peak-to-trough decline

-53.60%

-49.61%

-3.99%

Max Drawdown (1Y)

Largest decline over 1 year

-15.15%

-17.25%

+2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-43.35%

-49.61%

+6.26%

Max Drawdown (10Y)

Largest decline over 10 years

-43.35%

Current Drawdown

Current decline from peak

-11.71%

-9.15%

-2.56%

Average Drawdown

Average peak-to-trough decline

-10.95%

-15.27%

+4.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

5.12%

-0.53%

Volatility

NEEGX vs. NESIX - Volatility Comparison

The current volatility for Needham Growth Fund (NEEGX) is 10.19%, while Needham Small Cap Growth Fund Institutional (NESIX) has a volatility of 10.99%. This indicates that NEEGX experiences smaller price fluctuations and is considered to be less risky than NESIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEEGXNESIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.19%

10.99%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

20.43%

22.90%

-2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

31.97%

35.06%

-3.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.98%

29.10%

-1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.97%

26.30%

-1.33%